Interest Rates Products

View All IR Products

CME Group’s Interest Rate products span the entire U.S. dollar-denominated yield curve including futures and options on the most widely followed U.S. Interest Rate benchmarks: Eurodollars, U.S. Treasury Securities, 30-Day Fed Funds, and Interest Rate Swaps.

We provide customers around the world with safe, efficient means for managing interest rate risk.

Product Code Contract Last Change Chart Open High Low Globex Vol
Eurodollar Futures GEZ5 DEC 2015 DEC 2015 99.535 +0.005 Show Price Chart 99.555 99.560 99.520 343,819
10-Year T-Note Futures ZNU5 SEP 2015 SEP 2015 127'270 +0'020 Show Price Chart 127'270 128'110 127'215 1,140,247
5-Year USD Deliverable Interest Rate Swap Futures F1UU5 SEP 2015 102'300 b +0'020 Show Price Chart 103'045 103'075 b 102'275 1,102
10-Year USD Deliverable Interest Rate Swap Futures N1UU5 SEP 2015 104'155 +0'015 Show Price Chart 104'245 104'305 b 104'130 621

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
Eurodollar Futures GEU5 SEP 2015 SEP 2015 99.6425 +0.005 Show Price Chart 99.6500 99.6550 99.6350 195,929
Eurodollar Futures GEZ5 DEC 2015 DEC 2015 99.535 +0.005 Show Price Chart 99.555 99.560 99.520 343,819
Eurodollar Futures GEH6 MAR 2016 MAR 2016 99.395 +0.005 Show Price Chart 99.430 99.435 99.375 255,041
Eurodollar Futures GEM6 JUN 2016 JUN 2016 99.225 +0.005 Show Price Chart 99.265 99.280 99.205 261,380
Eurodollar Futures GEU6 SEP 2016 SEP 2016 99.030 +0.005 Show Price Chart 99.075 99.095 99.010 257,263
Eurodollar Futures GEZ6 DEC 2016 DEC 2016 98.835 +0.005 Show Price Chart 98.880 98.905 98.815 341,235
Eurodollar Futures GEH7 MAR 2017 MAR 2017 98.670 +0.005 Show Price Chart 98.710 98.745 98.650 175,424
Eurodollar Futures GEM7 JUN 2017 JUN 2017 98.515 +0.01 Show Price Chart 98.545 98.585 98.490 168,619
30 Day Federal Funds Futures ZQF6 JAN 2016 JAN 2016 99.685 +0.005 Show Price Chart 99.705 99.710 99.670 31,168
2-Year Eurodollar Bundle Futures BU2U5 SEP 2015 SEP 2015 - - Show Price Chart - - - 0
3-Year Eurodollar Bundle Futures BU3U5 SEP 2015 SEP 2015 - - Show Price Chart - - - 0
5-Year Eurodollar Bundle Futures BU5U5 SEP 2015 SEP 2015 - - Show Price Chart - - - 0

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
Ultra U.S. Treasury Bond Futures UBU5 SEP 2015 SEP 2015 160'07 -0'04 Show Price Chart 159'31 161'19 159'22 164,223
U.S. Treasury Bond Futures ZBU5 SEP 2015 SEP 2015 156'18 -0'05 Show Price Chart 156'11 157'27 156'04 236,738
10-Year T-Note Futures ZNU5 SEP 2015 SEP 2015 127'270 +0'020 Show Price Chart 127'270 128'110 127'215 1,140,247
5-Year T-Note Futures ZFU5 SEP 2015 SEP 2015 120'007 +0'022 Show Price Chart 120'045 120'115 119'292 745,567
3-Year T-Note Futures Z3NU5 SEP 2015 - - Show Price Chart - - - 0
2-Year T-Note Futures ZTU5 SEP 2015 SEP 2015 109'170 +0'007 Show Price Chart 109'187 109'202 109'155 547,210

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
2-Year USD Deliverable Interest Rate Swap Futures T1UU5 SEP 2015 101'062 a -0'007 Show Price Chart - 101'090 b 101'062 a 0
5-Year USD Deliverable Interest Rate Swap Futures F1UU5 SEP 2015 102'300 b +0'020 Show Price Chart 103'045 103'075 b 102'275 1,102
10-Year USD Deliverable Interest Rate Swap Futures N1UU5 SEP 2015 104'155 +0'015 Show Price Chart 104'245 104'305 b 104'130 621
30-Year USD Deliverable Interest Rate Swap Futures B1UU5 SEP 2015 106'09 a -0'04 Show Price Chart 107'02 107'11 106'13 95
2-Year Euro Deliverable Interest Rate Swap Futures T1EU5 SEP 2015 - - Show Price Chart - - - 0

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Navigate our Interest Rates Product Suite

Interest Rates Trading Strategies

Interest Rate Blocks

Learn how to take advantage of privately-negotiated futures trades between eligible counterparties.

Optimization Center

Discover the benefits of trading futures instead of swaps and how you can get started in the futures market.

Interest Rate Options

Trade our Interest Rate options across the yield curve, including Treasury, Eurodollar, and Fed Fund products.

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